CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8560 |
0.8560 |
0.0000 |
0.0% |
0.8575 |
| High |
0.8567 |
0.8560 |
-0.0007 |
-0.1% |
0.8586 |
| Low |
0.8548 |
0.8539 |
-0.0009 |
-0.1% |
0.8519 |
| Close |
0.8567 |
0.8539 |
-0.0028 |
-0.3% |
0.8567 |
| Range |
0.0019 |
0.0021 |
0.0002 |
10.5% |
0.0067 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
14 |
2 |
-12 |
-85.7% |
493 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8609 |
0.8595 |
0.8551 |
|
| R3 |
0.8588 |
0.8574 |
0.8545 |
|
| R2 |
0.8567 |
0.8567 |
0.8543 |
|
| R1 |
0.8553 |
0.8553 |
0.8541 |
0.8550 |
| PP |
0.8546 |
0.8546 |
0.8546 |
0.8544 |
| S1 |
0.8532 |
0.8532 |
0.8537 |
0.8529 |
| S2 |
0.8525 |
0.8525 |
0.8535 |
|
| S3 |
0.8504 |
0.8511 |
0.8533 |
|
| S4 |
0.8483 |
0.8490 |
0.8527 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8758 |
0.8730 |
0.8604 |
|
| R3 |
0.8691 |
0.8663 |
0.8585 |
|
| R2 |
0.8624 |
0.8624 |
0.8579 |
|
| R1 |
0.8596 |
0.8596 |
0.8573 |
0.8577 |
| PP |
0.8557 |
0.8557 |
0.8557 |
0.8548 |
| S1 |
0.8529 |
0.8529 |
0.8561 |
0.8510 |
| S2 |
0.8490 |
0.8490 |
0.8555 |
|
| S3 |
0.8423 |
0.8462 |
0.8549 |
|
| S4 |
0.8356 |
0.8395 |
0.8530 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8649 |
|
2.618 |
0.8615 |
|
1.618 |
0.8594 |
|
1.000 |
0.8581 |
|
0.618 |
0.8573 |
|
HIGH |
0.8560 |
|
0.618 |
0.8552 |
|
0.500 |
0.8550 |
|
0.382 |
0.8547 |
|
LOW |
0.8539 |
|
0.618 |
0.8526 |
|
1.000 |
0.8518 |
|
1.618 |
0.8505 |
|
2.618 |
0.8484 |
|
4.250 |
0.8450 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8550 |
0.8563 |
| PP |
0.8546 |
0.8555 |
| S1 |
0.8543 |
0.8547 |
|